A very interesting question, Jason, and one which I can provide a partial answer to.

Yes, I know of at least one brothel that had casino chips used for gaming. It's one of the funniest (I think) ironies in my collection. (Scan below)

Rick's in Mound House, NV, was a brothel with a blackjack game, and maybe some other games as well. They didn't last long, though, because they were shut down. The whorehouse was perfectly legal, but they'd neglected to get a gaming license for the table games!

To me, that's rich!

Michael